+298.9%
IVV vs ELF
+383.9%
-85.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | -0.4% |
| 7D | -2.7% | +4.0% | -6.7% | -3.2% |
| 30D | -5.4% | +10.6% | -15.9% | -6.6% |
| 3M | -4.1% | +25.8% | -29.9% | -7.0% |
| 6M | +0.7% | +89.1% | -88.3% | -7.7% |
| YTD | +8.7% | +52.7% | -44.0% | +1.5% |
| 1Y | +11.0% | +51.7% | -40.8% | +3.5% |
| 3Y | +75.4% | +14.2% | +61.2% | +57.1% |
| 5Y | +68.3% | +270.7% | -202.4% | +21.1% |
| 10Y | +315.5% | +341.9% | -26.4% | +162.4% |
| All | +298.9% | +383.9% | -85.0% | +151.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling